Spread Products Cva Quantitative Analyst - Vice President

Workforcity

New York, New York, United States
Base: $142,320.00 - $213,480.00; bonus/equity: not...
Mathematical modeling for xva
Programming in c++ and python
Experience with credit derivatives
This role offers the opportunity to contribute directly to innovation and strategic growth within the organization

Job Summary

  • This role offers the opportunity to contribute directly to innovation and strategic growth within the organization.
  • The position involves developing advanced mathematical models for calculating XVA on complex portfolios.
  • Citi provides competitive employee benefits including medical, dental, vision coverage, and wellness programs.

Matching Summary

This role offers the opportunity to contribute directly to innovation and strategic growth within the organization.

Salary

Base: $142,320.00 - $213,480.00; Bonus/Equity: Not specified; Benefits: Competitive employee benefits

Skills & Requirements

Must-have

  • Mathematical modeling for XVA
  • Programming in C++ and Python
  • Experience with Credit Derivatives

Nice-to-have

  • Collaboration with diverse teams
  • Continuous research and innovation
  • Excellent communication skills

Key Requirements

  • Master's or Ph.D. in Quantitative Finance
  • 3+ years of experience in quantitative modeling
  • Familiarity with Basel III and FRTB regulations

Work Rights

Not specified

Tailored Resume

Cover Letter